+151.2%
USO vs SWK
-25.5%
+176.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.9% |
| 7D | -10.6% | +11.3% | -21.9% | -10.1% |
| 30D | -4.6% | +31.5% | -36.0% | -3.6% |
| 3M | +12.3% | +14.4% | -2.1% | +13.1% |
| 6M | +5.9% | +46.4% | -40.5% | +6.9% |
| YTD | +104.5% | +61.6% | +42.9% | +105.4% |
| 1Y | +97.3% | +78.7% | +18.6% | +96.5% |
| 3Y | +97.0% | +54.4% | +42.6% | +94.4% |
| 5Y | +151.2% | -25.3% | +176.5% | +164.5% |
| All | +151.2% | -25.5% | +176.6% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling